Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
25.07.2024 0.59% 12.30 CHF 12.33 CHF 150'000 150'000 122'967 122'967 1'543'870 CHF 1'547'930 CHF 99.89% 99.89%
24.07.2024 0.57% 13.32 CHF 13.35 CHF 150'000 150'000 123'034 123'034 1'635'270 CHF 1'639'320 CHF 100.00% 100.00%
23.07.2024 0.57% 13.24 CHF 13.27 CHF 150'000 150'000 123'043 123'043 1'633'740 CHF 1'637'790 CHF 100.00% 100.00%
22.07.2024 0.61% 13.18 CHF 13.21 CHF 150'000 150'000 123'003 123'003 1'573'250 CHF 1'577'310 CHF 99.99% 99.99%
19.07.2024 0.58% 12.70 CHF 12.73 CHF 150'000 150'000 123'045 123'045 1'610'100 CHF 1'614'160 CHF 99.98% 99.98%
18.07.2024 0.61% 12.76 CHF 12.79 CHF 150'000 150'000 122'985 122'985 1'536'330 CHF 1'540'380 CHF 99.98% 99.98%
17.07.2024 0.60% 12.35 CHF 12.38 CHF 150'000 150'000 122'965 122'965 1'517'200 CHF 1'521'260 CHF 99.51% 99.51%
16.07.2024 0.55% 12.71 CHF 12.74 CHF 150'000 150'000 123'053 123'053 1'646'260 CHF 1'650'310 CHF 100.00% 100.00%
15.07.2024 0.56% 13.57 CHF 13.60 CHF 150'000 150'000 123'019 123'019 1'618'160 CHF 1'622'210 CHF 100.00% 100.00%
12.07.2024 0.55% 13.55 CHF 13.58 CHF 150'000 150'000 123'051 123'051 1'688'620 CHF 1'692'680 CHF 99.99% 99.99%

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